SpotGamma™

S&P 500 Stock Market Gamma Trading Levels Based on Options Open Interest

SpotGamma Report for: 03/12/2021 AM

Daily Note: Futures have consolidated to the 3900 area overnight. 3900 is the largest gamma strike on the board and should provide support/pinning in todays trading. The SG implied move is just 79bps and therefore we expect a fairly tight trading range today. The gamma flip lines are slowly shifting higher to ~3870, and we […]

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